Tibor (3) Linux Manual Page
QuantLib::Tibor – JPY TIBOR index
Synopsis
#include <ql/indexes/ibor/tibor.hpp>
Inherits QuantLib::IborIndex.
Public Member Functions
Tibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
JPY TIBOR index
Tokyo Interbank Offered Rate.
Warning
- This is the rate fixed in Tokio by JBA. Use
JPYLiborif you’re interested in the London fixing by BBA.
Possible enhancements
- check settlement days and end-of-month adjustment.
Author
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